Borradores de Economia
Número:
894
Publicado:
Jorge E. Galán Clasificación JEL:
C11, C23, C51, D24, G21, G32
Palabras clave:
Bank Efficiency, Bayesian Inference, heterogeneity, Random Parameters
Lo más reciente
Catalina Granda-Carvajal, Jesús Enrique Morales-Piñero
Elkin Navas-Diago, Jorge Quintero-Otero
Cristian David González-Téllez
We present a stochastic frontier model with random ineficiency parameters which is able to capture the influence of risk-taking on bank eficiency and that distingues those effects among banks with different characteristics. Cost and profit efficiency are